Abstract
When the probability structure of a time series is known, a number of probability problems related to the series remain to be answered. In the present contribution a method (CRE, event realization counter) for solving such problems is proposed. It consists of approximating the original series with continuous distribution by a suitable series with discrete distribution. For the latter, exact solutions of the problems in consideration can be derived. The validity of the approximation is checked, the algorithms used described, and a few applications of the method shown.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
